Augmented Lagrangians with possible infeasibility and finite termination for global nonlinear programming
From MaRDI portal
Publication:742114
DOI10.1007/s10898-013-0039-0zbMath1321.90106OpenAlexW2111920137MaRDI QIDQ742114
Ernesto G. Birgin, L. F. Prudente, José Mario Martínez
Publication date: 18 September 2014
Published in: Journal of Global Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10898-013-0039-0
algorithmsnumerical experimentsdeterministic global optimizationnonlinear programmingaugmented Lagrangians
Related Items
On the application of an augmented Lagrangian algorithm to some portfolio problems, An augmented Lagrangian method for equality constrained optimization with rapid infeasibility detection capabilities, Augmented Lagrangians with constrained subproblems and convergence to second-order stationary points, Rapid infeasibility detection in a mixed logarithmic barrier-augmented Lagrangian method for nonlinear optimization, An infeasibility certificate for nonlinear programming based on Pareto criticality condition, Augmented Lagrangians with possible infeasibility and finite termination for global nonlinear programming, Augmented Lagrangian methods for nonlinear programming with possible infeasibility, Optimality properties of an augmented Lagrangian method on infeasible problems, Convergence results of an augmented Lagrangian method using the exponential penalty function
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Augmented Lagrangian method with nonmonotone penalty parameters for constrained optimization
- Handling infeasibility in a large-scale nonlinear optimization algorithm
- Derivative-free methods for nonlinear programming with general lower-level constraints
- Outer trust-region method for constrained optimization
- A relaxed constant positive linear dependence constraint qualification and applications
- Augmented Lagrangians with possible infeasibility and finite termination for global nonlinear programming
- A global optimization RLT-based approach for solving the fuzzy clustering problem
- A review of recent advances in global optimization
- Partial spectral projected gradient method with active-set strategy for linearly constrained optimization
- An exact reformulation algorithm for large nonconvex nLPs involving bilinear terms
- Addressing the greediness phenomenon in nonlinear programming by means of proximal augmented Lagrangians
- On solvability of convex noncoercive quadratic programming problems
- A global optimization algorithm for polynomial programming problems using a reformulation-linearization technique
- A reformulation-linearization technique for solving discrete and continuous nonconvex problems
- Practical bilevel optimization. Algorithms and applications
- Analysis and implementation of a dual algorithm for constrained optimization
- New reformulation linearization/convexification relaxations for univariate and multivariate polynomial programming problems
- A practical general approximation criterion for methods of multipliers based on Bregman distances
- Stochastic adaptive search for global optimization.
- Canonical duality theory and solutions to constrained nonconvex quadratic programming
- On the relation between constant positive linear dependence condition and quasinormality constraint qualification
- A polyhedral branch-and-cut approach to global optimization
- A comparison of complete global optimization solvers
- Large-scale active-set box-constrained optimization method with spectral projected gradients
- Convexification and global optimization in continuous and mixed-integer nonlinear programming. Theory, algorithms, software, and applications
- \(\alpha BB\): A global optimization method for general constrained nonconvex problems
- A branch-and-reduce approach to global optimization
- Global minimization using an augmented Lagrangian method with variable lower-level constraints
- Second-order negative-curvature methods for box-constrained and general constrained optimization
- Augmented Lagrangian methods under the constant positive linear dependence constraint qualification
- Solutions and optimality criteria to box constrained nonconvex minimization problems
- Numerical comparison of augmented Lagrangian algorithms for nonconvex problems
- Complete solutions and extremality criteria to polynomial optimization problems
- Multiplier and gradient methods
- A global optimization RLT-based approach for solving the hard clustering problem
- An interior point algorithm for global optimal solutions and KKT points
- The boundedness of penalty parameters in an augmented Lagrangian method with constrained subproblems
- A New Sequential Optimality Condition for Constrained Optimization and Algorithmic Consequences
- Improving ultimate convergence of an augmented Lagrangian method
- On the Convergence of Augmented Lagrangian Methods for Constrained Global Optimization
- On Augmented Lagrangian Methods with General Lower-Level Constraints
- Algorithm 737: INTLIB—a portable Fortran 77 interval standard-function library
- Augmented Lagrangians with Adaptive Precision Control for Quadratic Programming with Simple Bounds and Equality Constraints
- Perfect duality theory and complete solutions to a class of global optimization problems*
- Trust Region Methods
- On Finitely Terminating Branch-and-Bound Algorithms for Some Global Optimization Problems
- Reduction constraints for the global optimization of NLPs
- Biconvex Models and Algorithms for Risk Management Problems
- Two New Weak Constraint Qualifications and Applications
- Packing circles within ellipses
- A Progressive Barrier for Derivative-Free Nonlinear Programming
- Complete search in continuous global optimization and constraint satisfaction
- Augmented Lagrange Multiplier Functions and Duality in Nonconvex Programming
- On sequential optimality conditions for smooth constrained optimization
- Convex analysis and global optimization
- Introduction to global optimization.
- Canonical dual transformation method and generalized triality theory in nonsmooth global optimization
- Global optimization of nonconvex factorable programming problems